Hey, I had this exact problem a while back. It turned out to be a malware infection that was routing my traffic through a proxy. Run a full system scan with Malwarebytes or Windows Defender to rule that out.
If you find anything, remove it and restart your computer. That should clear the "anonymous proxy detected" message if malware is the cause.
If you find anything, remove it and restart your computer. That should clear the "anonymous proxy detected" message if malware is the cause.